diff --git a/README.md b/README.md index 6c68a99c..1e669197 100644 --- a/README.md +++ b/README.md @@ -7,8 +7,8 @@ **An open-source C++17 engine for backtesting and forward execution, with PineScript support through code generation.** [![CI](https://img.shields.io/github/actions/workflow/status/pineforge-4pass/pineforge-engine/ci.yml?branch=main&label=ci&logo=github)](https://github.com/pineforge-4pass/pineforge-engine/actions) -[![Parity](https://img.shields.io/badge/TradingView%20parity-7%2C989%20%2F%207%2C989%20excellent%20or%20strong-brightgreen)](#validation-scoreboard) -[![Trades](https://img.shields.io/badge/TradingView%20trades%20graded-4.78M-brightgreen)](#validation-scoreboard) +[![Parity](https://img.shields.io/badge/TradingView%20parity-7%2C989%20%2F%207%2C989%20excellent%20or%20strong-brightgreen)](#validation-scoreboard) +[![Trades](https://img.shields.io/badge/TradingView%20trades%20graded-4.78M-brightgreen)](#validation-scoreboard) [![Speed](https://img.shields.io/badge/median%2036%C3%97%20vs%20PyneCore-success)](benchmarks/results/speed.md)
[![License](https://img.shields.io/badge/license-Apache--2.0-blue.svg)](LICENSE) [![Language](https://img.shields.io/badge/C%2B%2B-17-00599C.svg?logo=cplusplus&logoColor=white)](#) @@ -31,7 +31,7 @@ PineForge is a C++17 engine for backtesting and forward execution, with a C ABI The separate PineForge compiler, [`pineforge-codegen`](https://github.com/pineforge-4pass/pineforge-codegen-oss), translates a PineScript v6 script into a C++ strategy that attaches the engine's Pine execution adapter (its releases 1.0.0 and 1.0.1 do; 0.10.4 predates the adapter); it owns translation, not execution semantics. TradingView comparisons measure this Pine path under the tested configurations. The [order model](docs/pages/fill-model.md) describes the current submodels and the remaining migration work; [Architecture](#architecture-kernel-vs-parity) states the boundary. -- **Proven, not promised.** All 7,989 graded probes — 309 open reference strategies, 680 community-shared scripts and 61 probe scripts the maintainers wrote, on 18 market/timeframe lanes — grade *excellent* or *strong* against TradingView's own trade lists: **7,905 excellent, 84 strong, zero below strong**. The graded probes' TradingView trade lists hold 4,776,328 trades; 17 probes with TradingView-side defects are excluded. +- **Proven, not promised.** All 7,989 graded probes — 309 open reference strategies, 680 community-shared scripts and 61 probe scripts the maintainers wrote, on 18 market/timeframe lanes — grade against TradingView's own trade lists: **7,949 excellent, 40 strong, 0 below strong**. The graded probes' TradingView trade lists hold 4,776,328 trades; 17 probes with TradingView-side defects are excluded. - **Open runtime.** The engine and native live runner are Apache-2.0. The separately distributed [PineForge compiler](https://github.com/pineforge-4pass/pineforge-codegen-oss/blob/main/LICENSE) uses PolyForm Noncommercial terms with additional personal-trading permission; commercial use requires a separate license. Public reference strategies, benchmarks and validation tooling are available in their respective repositories; the community-script test set is not redistributed. - **Fast.** In-process, no interpreter: median **36× faster than PyneCore** on the 200 strategies both engines time, measured at engine `35db01c8` on 2026-09-29 on an AWS c7a.8xlarge with PyneCore timed as a subprocess, its interpreter start-up included (PineForge runs a median 807k bars/s per strategy over its 201 slots with the bar magnifier on; [method](benchmarks/results/speed.md)). Parameter sweeps re-run a loaded `.so` with new inputs — no recompile, no fork. - **Deterministic to the bit.** Two runs with the same inputs produce identical trade lists. Same on Linux and macOS. @@ -226,38 +226,46 @@ live behavior or real broker fills. ## Validation scoreboard -**Measured 2026-09-29** on engine `35db01c8` with codegen-oss `70c2b4af` (the maintainers' baseline `pineforge-parity-baseline-20260929-engine-35db01c8`): **7,989 graded probes, 7,905 excellent + 84 strong**, none below *strong*, across 18 market/timeframe lanes. Their TradingView trade lists hold 4,776,328 trades. Engine v1.0.0, released 2026-09-30 from main `133f5714`, includes `35db01c8`, codegen 1.0.0 carries `70c2b4af`'s code, and the releases changed no grade. The 1.0.1 code was graded before it merged: codegen-oss `67892cda`, the code of codegen 1.0.1, with engine `b2a578ce`, whose library source is v1.0.0's, graded the same 7,989 probes with no probe changing tier (baseline `pineforge-parity-baseline-20261001-codegen-67892cda`); engine v1.0.1 changes only documentation since v1.0.0. +**Measured 2026-10-03** on main engine `700c5d24` with codegen-oss `13b9ccfd` (baseline `pineforge-parity-baseline-20261003-engine-700c5d24`, snapshot `3ee846c5`): **7,989 graded probes, 7,949 excellent + 40 strong**, 0 below strong and 0 engine errors across 18 market/timeframe lanes. The historical release 1.0.1 inventory holds 4,776,328 trades. + +Release **1.0.1 still grades 7,905 excellent / 84 strong until the next release**, on 7,989 probes (baseline `pineforge-parity-baseline-20261001-codegen-67892cda`, 2026-10-01). A main scoreboard advance does not change release results. + +The quantities above render from the public [facts tokens](https://github.com/pineforge-4pass/pineforge-release/blob/main/facts/facts.json). Maintain them with `lab facts render --repo . --facts `; `lab facts check` with the same inputs reports drift. Grades are registry-derived; the authored-script and closed-trade inventory is explicitly sourced to a historical public README for release 1.0.1, independent of future main population rebinds, not to registry row or slug totals. | Board | Test set | Result | |---|---|---| -| **Public** — [open corpus](https://github.com/pineforge-4pass/pineforge-corpus) | 312 reference strategies on BINANCE:ETHUSDT.P 15m, Apache-2.0, reproducible by anyone | this repository's sweep: **311 excellent + 1 declared anomaly**; the 309 of them in the measured population: **309 excellent** | -| **Closed test** | 7,680 probes of 741 TradingView scripts across the 18 lanes: 680 community-shared scripts (7,179 probes), private under TradingView's Terms of Service, and 61 probe scripts the maintainers wrote (501 probes) | **7,596 excellent + 84 strong** | +| **Public** — [open corpus](https://github.com/pineforge-4pass/pineforge-corpus) | 312 reference strategies on BINANCE:ETHUSDT.P 15m, Apache-2.0, reproducible by anyone | this repository's sweep: **311 excellent + 1 declared anomaly**; the 309 of them in the measured population: **309 excellent** | +| **Closed test** | 7,680 probes of 741 TradingView scripts across the 18 lanes: 680 community-shared scripts (7,179 probes), private under TradingView's Terms of Service, and 61 probe scripts the maintainers wrote (501 probes) | **7,640 excellent + 40 strong** | ### Lane by lane + + | Market · timeframe | Probes graded | Excellent | Strong | Below strong | |---|---:|---:|---:|---:| -| BINANCE:ETHUSDT.P · 15m *(hard lane: zero regression allowed)* | 1,009 | 995 | 14 | 0 | -| BINANCE:ETHUSDT.P · 1D | 540 | 538 | 2 | 0 | -| BINANCE:BTCUSDT · 15m | 668 | 660 | 8 | 0 | -| BINANCE:BTCUSDT · 1D | 516 | 515 | 1 | 0 | -| CME_MINI:ES1! · 15m | 76 | 73 | 3 | 0 | -| CME_MINI:ES1! · 1D | 35 | 34 | 1 | 0 | -| CME_MINI:NQ1! · 15m | 74 | 71 | 3 | 0 | +| BINANCE:ETHUSDT.P · 15m *(hard lane: zero regression allowed)* | 1,009 | 1,000 | 9 | 0 | +| BINANCE:BTCUSDT · 15m | 668 | 664 | 4 | 0 | +| BINANCE:BTCUSDT · 1D | 516 | 516 | 0 | 0 | +| BINANCE:ETHUSDT.P · 1D | 540 | 539 | 1 | 0 | +| CME_MINI:ES1! · 15m | 76 | 76 | 0 | 0 | +| CME_MINI:ES1! · 1D | 35 | 35 | 0 | 0 | +| CME_MINI:NQ1! · 15m | 74 | 73 | 1 | 0 | | CME_MINI:NQ1! · 1D | 37 | 37 | 0 | 0 | -| NASDAQ:AAPL · 15m | 632 | 625 | 7 | 0 | -| NASDAQ:AAPL · 1D | 464 | 463 | 1 | 0 | -| NSE:NIFTY · 15m | 314 | 308 | 6 | 0 | -| NSE:NIFTY · 1D | 225 | 224 | 1 | 0 | -| NYSE:F · 15m | 637 | 622 | 15 | 0 | -| NYSE:F · 1D | 505 | 501 | 4 | 0 | -| OANDA:EURUSD · 15m | 653 | 645 | 8 | 0 | -| OANDA:EURUSD · 1D | 453 | 452 | 1 | 0 | -| OANDA:XAUUSD · 15m | 695 | 688 | 7 | 0 | -| OANDA:XAUUSD · 1D | 456 | 454 | 2 | 0 | -| **Total** | **7,989** | **7,905** | **84** | **0** | - -The hard lane holds the 309 public-corpus probes and 700 closed-test probes (640 community scripts, 60 maintainer-written probe scripts). 17 more probes on it reproduce TradingView-side defects and are excluded from grading. +| NASDAQ:AAPL · 15m | 632 | 631 | 1 | 0 | +| NASDAQ:AAPL · 1D | 464 | 464 | 0 | 0 | +| NSE:NIFTY · 15m | 314 | 313 | 1 | 0 | +| NSE:NIFTY · 1D | 225 | 225 | 0 | 0 | +| NYSE:F · 15m | 637 | 625 | 12 | 0 | +| NYSE:F · 1D | 505 | 502 | 3 | 0 | +| OANDA:EURUSD · 15m | 653 | 648 | 5 | 0 | +| OANDA:EURUSD · 1D | 453 | 453 | 0 | 0 | +| OANDA:XAUUSD · 15m | 695 | 692 | 3 | 0 | +| OANDA:XAUUSD · 1D | 456 | 456 | 0 | 0 | +| **Total** | **7,989** | **7,949** | **40** | **0** | + + + +The hard lane combines 309 public-corpus + 700 closed-test probes for `BINANCE:ETHUSDT.P` 15m (1,009 probes); zero regression is allowed. 17 TradingView-side defects are excluded from grading. ### How a probe is graded diff --git a/docs/pages/contributing-llm.md b/docs/pages/contributing-llm.md index 506f5566..1648028f 100644 --- a/docs/pages/contributing-llm.md +++ b/docs/pages/contributing-llm.md @@ -19,8 +19,8 @@ a **kernel** that matches triggers, prices fills, books lots and settles, and a **Pine adapter** that reproduces TradingView's execution semantics on top of it. A separate project transpiles PineScript into C++ that attaches the adapter. The engine's value is that its output is *byte-reproducible* and graded -*trade for trade against TradingView* on a fixed population (8,006 probes at -the current baseline; 7,905 of the 7,989 graded are excellent, 84 strong), so +*trade for trade against TradingView* on a fixed population (8,006 probes at +the current baseline; 7,949 of the 7,989 graded are excellent, 40 strong), so almost every rule below exists to keep a change from quietly moving a byte. ## Repo map